Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 0.76% | 3.08 CHF | 3.09 CHF | 92'000 | 92'000 | 29'679 | 29'679 | 90'716 CHF | 91'156 CHF | 98.90% | 98.90% |
12.07.2024 | 0.77% | 3.06 CHF | 3.07 CHF | 92'000 | 92'000 | 29'877 | 29'877 | 91'271 CHF | 91'723 CHF | 100.00% | 100.00% |
11.07.2024 | 0.73% | 3.19 CHF | 3.20 CHF | 90'000 | 90'000 | 28'383 | 28'383 | 91'737 CHF | 92'159 CHF | 99.98% | 99.98% |
10.07.2024 | 0.70% | 3.24 CHF | 3.25 CHF | 88'000 | 88'000 | 28'292 | 28'292 | 93'543 CHF | 93'965 CHF | 99.90% | 99.90% |
09.07.2024 | 0.70% | 3.43 CHF | 3.44 CHF | 86'000 | 86'000 | 27'921 | 27'921 | 94'456 CHF | 94'875 CHF | 99.98% | 99.98% |
08.07.2024 | 0.70% | 3.29 CHF | 3.30 CHF | 88'000 | 88'000 | 28'330 | 28'330 | 93'866 CHF | 94'288 CHF | 99.98% | 99.98% |
05.07.2024 | 0.70% | 3.34 CHF | 3.35 CHF | 88'000 | 88'000 | 28'184 | 28'184 | 93'740 CHF | 94'161 CHF | 99.71% | 99.71% |
04.07.2024 | 0.76% | 3.29 CHF | 3.31 CHF | 18'000 | 18'000 | 13'206 | 13'206 | 43'883 CHF | 44'195 CHF | 94.02% | 94.02% |
03.07.2024 | 0.68% | 3.37 CHF | 3.38 CHF | 88'000 | 88'000 | 27'956 | 27'956 | 95'247 CHF | 95'666 CHF | 99.52% | 99.52% |
02.07.2024 | 0.71% | 3.38 CHF | 3.39 CHF | 86'000 | 86'000 | 27'845 | 27'845 | 92'944 CHF | 93'359 CHF | 100.00% | 100.00% |